Canada

International treaties that were made decades ago, have not adjusted to the new reality of what the USA has become. That's why you see stories like the server being seized in amsterdam recently, which allowed the USA govt to go after an ISP in a foreign country for hosting left-leaning websites. The administration declared "anti-fascists" as terrorists, and DEI, or even just "people who say AI instead of Super Intelligence" as the enemy. Now all their treaties with western countries that allow them to extradite / try their enemies, can get leveraged to go after foreign progressives.

Getting data that helps them 'claim' there are enemies in other countries, makes it easier. Even just pulling something like the last 6 months of grocery data, as you noted, could let them see, for example, which Canadians are continuing to buy American goods, and which Canadians are "the problem". It can also help them better gauge the 'real' tone of the Canadian population, compared to the rhetoric spouted by the government. Lots of reasons to snag that data if you could.